## empty plot with appropriate ranges
plot(0,0, type = "n",
     xlim = c(20,120),
     ylim = c(0,.05),
     xlab = "x",
     ylab = "Density")

## the two normal densities are plotted in intervals of
## plus/minus 3*sigma around mu.

mu <- 45
sigma <- 8

## shaded area
xs <- seq(qnorm(0.025, mu, sigma), qnorm(0.975, mu, sigma), length = 50)
ds <- dnorm(xs, mu, sigma)
polygon(c(xs, rev(xs)),
        c(rep(0,50), rev(ds)),
        col = "grey",
        border = NA)

## the first density (plotted on top of shaded area)
curve(dnorm(x,mu,sigma), mu-3*sigma, mu+3*sigma, add = TRUE)

mu <- 70
sigma <- 15

## hatched area
xs <- seq(80, 100, length = 50)
ds <- dnorm(xs, mu, sigma)
polygon(c(xs, rev(xs)),
        c(rep(0,50), rev(ds)),
        density = 15,
        angle = 70,
        border = TRUE)

## the other density 
curve(dnorm(x,mu,sigma), mu-3*sigma, mu+3*sigma, add = TRUE)